Pages that link to "Item:Q1073494"
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The following pages link to Kernel estimates of the tail index of a distribution (Q1073494):
Displaying 50 items.
- A weighted mean excess function approach to the estimation of Weibull-type tails (Q261473) (← links)
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
- Optimal rates of convergence in the Weibull model based on kernel-type estimators (Q419172) (← links)
- Asymptotically unbiased estimators for the extreme-value index (Q449915) (← links)
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
- Uniform in bandwidth consistency of kernel estimators of the tail index (Q650736) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- Ratio of generalized Hill's estimator and its asymptotic normality theory (Q734562) (← links)
- Nonparametric estimation for a class of Lévy processes (Q736519) (← links)
- Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems (Q756327) (← links)
- Asymptotics of the distribution of the ratio of sums of random variables (Q808573) (← links)
- The flood probability distribution tail: How heavy is it? (Q841867) (← links)
- On the estimation of a changepoint in a tail index (Q852282) (← links)
- Moment-based tail index estimation (Q872094) (← links)
- Tail index estimation, concentration and adaptivity (Q902214) (← links)
- Regression with response distributions of Pareto-type (Q951893) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- Tail exponent estimation via broadband log density-quantile regression (Q993809) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- An estimator of the tail index based on increment ratio statistics (Q1044758) (← links)
- When are intermediate processes of the same stochastic order? (Q1096283) (← links)
- Approximations of weighted empirical and quantile processes (Q1122863) (← links)
- Bootstrap confidence intervals for tail indices. (Q1128451) (← links)
- Approximation of the Hill estimator process (Q1273016) (← links)
- Nonparametric tail estimation using a double bootstrap method. (Q1275535) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- On the impossibility of estimating densities in the extreme tail (Q1284587) (← links)
- A tail bootstrap procedure for estimating the tail Pareto-index (Q1299448) (← links)
- Estimation of the index parameter for autoregressive data using the estimated innovations (Q1304109) (← links)
- Semiparametric statistical inference in global random search (Q1321573) (← links)
- On tail parameter estimation in certain point process models (Q1361753) (← links)
- On the estimation of a support curve of indeterminate sharpness (Q1368843) (← links)
- Inference for heavy tailed distributions (Q1378778) (← links)
- A general class of estimators of the extreme value index (Q1378783) (← links)
- Best attainable rates of convergence for estimators of the stable tail dependence function (Q1383910) (← links)
- Limiting behaviour of a geometric-type estimator for tail indices. (Q1423351) (← links)
- Kernel-type estimators for the extreme value index (Q1430919) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- A supermartingale argument for characterizing the functional Hill process weak law for small parameters (Q1678533) (← links)
- Semi-parametric regression estimation of the tail index (Q1697475) (← links)
- Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
- Extreme quantiles and tail index of a distribution based on kernel estimator (Q1726172) (← links)
- Estimation of heavy-tailed probability density function with applications to Web data (Q1775986) (← links)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- Optimal rates of convergence for estimates of the extreme value index (Q1807081) (← links)
- Minimax risk bounds in extreme value theory (Q1848862) (← links)
